http://scholars.ntou.edu.tw/handle/123456789/17069
Title: | Stock market trend prediction using ARIMA-based neural networks |
Authors: | Jung-Hua Wang Jia-Yann Leu |
Issue Date: | Jun-1996 |
Publisher: | IEEE |
Conference: | Proceedings of International Conference on Neural Networks (ICNN'96) Washington, DC, USA |
Abstract: | We develop a prediction system useful in forecasting mid-term price trend in Taiwan stock market (Taiwan stock exchange weighted stock index, abbreviated as TSEWSI). The system is based on a recurrent neural network trained by using features extracted from ARIMA analyses. By differencing the raw data of the TSEWSI series and then examining the autocorrelation and partial autocorrelation function p... |
URI: | http://scholars.ntou.edu.tw/handle/123456789/17069 |
DOI: | 10.1109/ICNN.1996.549236 |
Appears in Collections: | 電機工程學系 |
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.